+230.9%
SPOT vs TRU
-2.2%
+233.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -6.9% | -9.4% | +2.5% | -4.5% |
| 30D | +4.1% | -4.1% | +8.2% | +5.3% |
| 3M | +3.7% | +13.6% | -9.9% | +0.2% |
| 6M | -1.6% | +3.6% | -5.2% | -2.9% |
| YTD | -10.2% | -9.8% | -0.3% | -9.0% |
| 1Y | -25.9% | -13.6% | -12.3% | -24.5% |
| All | +230.9% | -2.2% | +233.2% | +250.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TRU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling